EY is seeking junior quantitative analysts specializing in credit modeling for their Financial Services Office. The role involves working on diverse financial instrument and risk modeling projects, including regulatory transformations, model development and validation, and implementing innovative techniques like machine learning.
Primary responsibilities include developing and validating quantitative models for credit risk, participating in transformation projects related to regulatory requirements like TRIM, IFRS 9, and Basel 4, conducting back testing and stress testing of internal models, and critically reviewing methodologies for regulatory calculations and economic capital.
Candidates must have an engineering or university degree with specialization in stochastic calculus and statistics, preferably with 1+ years of experience in financial environments like banking, insurance, or asset management. Strong analytical skills, attention to detail, curiosity, and teamwork are essential.
EY offers a dynamic work environment with continuous learning opportunities, innovative smart working policies, and a commitment to professional development. The role provides exposure to cutting-edge financial modeling techniques, international networks, and opportunities to work across various financial service domains.
